BAN 6080: Financial Analytics


Professor Philip Howard

Course Description

Welcome to BAN 6080: Financial Analytics. This course will teach quantitative tools for analysis in finance. We will learn descriptive statistics, numerical optimization, regression analysis, and simulation analysis. Application of these methods to finance will be stressed throughout the course. We will explore historical data, portfolio theory, asset pricing, and option pricing. We will achieve proficiency in commonly used software to implement our methods for analyses. Specifically, we will focus on the spreadsheet software Excel and simulation software Crystal Ball. Finally, we will learn how to use the Bloomberg terminal to acquire data for our financial models.

Course Website

Announcements, assignments, course materials, and grades will be posted to Sakai. You are required to check Sakai daily as it will be an integral part of the course.

Course Policies

I expect all students to be present and prepared for each class. To facilitate this interaction, students are required to have name placards and display them in class. Students will be randomly cold called to perform problems or explain concepts to the class. Lack of preparation will lower your final grade. No phones, tablets, or laptops are allowed during class unless instructed. I will ask you to leave if you use these devices in class. Bring your laptop to every class. All students are required to have Office 365 (available at Software@WFU) installed on Windows 10 (available via WFU’s OnTheHub).

Course Textbook & Readings

We will use the textbook Investments by Bodie, Marcus and Kane (11th edition). You will not need any access codes from the textbook, so they're welcome to purchase used copies. It can be rented for about $50 on Amazon. Also, I've placed a copy on hard reserve at the library.

Readings from our textbook will be assigned to complement our lectures. All readings are required.

Individual Homework

In this course, we will reinforce our lectures with homework assignments. You are expected to complete all problems by their deadline, as they will help facilitate learning the material covered in lectures. Your lowest homework grade will be dropped. I do not accept late assignments.

Bloomberg Group Assignments

We will learn how to use the Bloomberg terminal to acquire data for our financial models. Three assignments throughout the course will be assigned involving the Bloomberg terminal. You may work into groups up to three members. If you work in a group, the members must be the same for all three assignments.

Final Exam

Our final exam will be held from 9am-noon on Tuesday, May 7th in room 101 for section A and room 111 for section B.

Grades

Individual homework assignments, Bloomberg assignments, and the final exam will contribute 25%, 25% and 50% of your course grade, respectively. The +/- grading system will divide the 10-point grade ranges into intervals, i.e. 100 to 94.00 A, 93.99 to 90.00 A-, 89.99 to 87.00 B+, 86.99 to 83.00 B, 82.99 to 80 B-, etc.

Honor Code

Integrity is one of Wake Forest University’s School of Business core values. Violations of the honor code will result in an F in the course.

Tentative Schedule